model.sdll {breakfast} | R Documentation |

## Estimating change-points in the piecewise-constant or piecewise-linear mean of a noisy data sequence via the Steepest Drop to Low Levels method

### Description

This function estimates the number and locations of change-points in the piecewise-constant or piecewise-linear mean of a noisy data sequence via the Steepest Drop to Low Levels method.

### Usage

```
model.sdll(
cptpath.object,
sigma = stats::mad(diff(cptpath.object$x)/sqrt(2)),
universal = TRUE,
th.const = NULL,
th.const.min.mult = 0.3,
lambda = 0.9
)
```

### Arguments

`cptpath.object` |
A solution-path object, returned by a |

`sigma` |
An estimate of the standard deviation of the noise in the data |

`universal` |
If |

`th.const` |
Only relevant if |

`th.const.min.mult` |
A fractional multiple of the threshold, used to decide the lowest magnitude of contrasts from |

`lambda` |
Only relevant if |

### Details

The Steepest Drop to Low Levels method is described in "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection", P. Fryzlewicz (2020), Journal of the Korean Statistical Society, 49, 1027–1070.

### Value

An S3 object of class `cptmodel`

, which contains the following fields:

`solution.path` |
The solution path method used to obtain |

`type` |
The model type used, inherited from the given |

`model.selection` |
The model selection method used to return the final change-point estimators object, here its value is |

`no.of.cpt` |
The number of estimated change-points |

`cpts` |
The locations of estimated change-points |

`est` |
An estimate of the mean of the vector |

### References

P. Fryzlewicz (2020). Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection. *Journal of the Korean Statistical Society*, 49, 1027–1070.

### See Also

`sol.idetect`

, `sol.idetect_seq`

, `sol.not`

, `sol.tguh`

, `sol.wbs`

, `sol.wbs2`

, `breakfast`

### Examples

```
f <- rep(rep(c(0, 1), each = 50), 10)
x <- f + rnorm(length(f))
model.sdll(sol.wbs2(x))
```

*breakfast*version 2.4 Index]